One thing I do not understand is why posters keep saying that being a champion to a DL == their soul goes to them. Where in the game does it say that (even in Oblivion/Morrowind)? To me that will only happen IF one made a contract (Nocturnal), allowing a power be imbued to one's soul (vampire/werewolf), or a worshiper. Otherwise, you are doing a task for their amusemant and then rewarded with their artifact, nothing more. Also Sithis is the "anti-matter", not a being. I think the DB are just being blind-sighted by Mephala.
True. It is never stated that becoming a champion of a Daedric Lord is like signing away your soul, however I thought it was implied heavily when working with Azura, who will watch over you in Twighlight. I think the CoC got out of it by becoming Sheogorath and I don't think the Nerevarine ever died.
And while my character in Oblivion could easily kill my character in Skyrim, I feel lorewise my character in Skyrim is destined to become more powerful, or at the very least more legendary, than any other protagonist in the TES franchise. I'd hate to see him tossed aside like every other. I'd hope to see some mention of his soul in a future TES.
Or a mention of trolling once Akatosh claimed his soul.